Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.691 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51666.54 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48467.48 Kr¶

PnL: ---------------------------------------> -620.09 Kr¶

DD now: ---------------------------------> -0.535 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 11:13:22.166226'

Anic Portfolio¶

Today¶

Return: 0.053 %¶

This Week¶

Return: 8.709 %¶

Total¶

Return: 69.143 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.440000 805.200000 132.200000 19.640000 673.000000
Nordea Bank Abp 29 0.790000 3559.460000 105.460000 3.050000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.380000 3464.000000 87.000000 2.580000 3377.000000
Swedbank A 3 2.150000 614.100000 50.100000 8.880000 564.000000
Resurs Holding 22 1.190000 618.640000 44.640000 7.780000 573.999998
AcadeMedia 12 1.660000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -1.730000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.950000 387.300000 32.300000 9.100000 355.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.260000 543.900000 15.900000 3.010000 527.999997
Eastnine 4 0.800000 504.800000 13.800000 2.810000 491.000000
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.170000 250.080000 4.080000 1.660000 246.000000
Karnov Group 9 0.000000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Handelsbanken A 5 0.140000 545.000000 -1.000000 -0.180000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.200000 559.650000 -2.350000 -0.420000 562.000005
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Sampo Oyj SDB 7 0.460000 3839.500000 -10.500000 -0.270000 3850.000000
CTEK 13 1.740000 508.560000 -25.440000 -4.760000 533.999999
Fasadgruppen Group 38 -1.280000 4111.600000 -29.400000 -0.710000 4140.999992
International Petroleum Corp. 5 0.000000 562.500000 -32.070000 -5.390000 594.565215
Essity B 2 -0.810000 541.000000 -33.000000 -5.750000 574.000000
Vivesto 1368 -0.240000 559.510000 -53.490000 -8.730000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 -1.800000 2948.400000 -135.600000 -4.400000 3083.999994
OX2 22 4.040000 1841.400000 -147.600000 -7.420000 1989.000002
Axfood 15 -3.680000 3885.000000 -415.000000 -9.650000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48467.480000 -620.090000 -0.53488% 49087.564636

Updated:¶

'2023-02-01 11:13:35.115736'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶